Although I really like Portsmouth, I wouldn't recommend it for a hotel location. You'll be busy at the range all day and probably tired at the end of each day, so you might not want to go out on the town. However, if you are bringing your wife, girlfriend, whatever, then stay in Portsmouth so she doesn't get bored. Also, I'm sure how gun-friendly the Portsmouth hotels are. You might get a few stink-eyes walking through the lobby with your gear. All of the shops and restaurants in Epping are used to the Sig students.
If you want to be closer to Sig, there is a Hampton Inn and a Fairfield in Exeter, which is 10 minutes down Hwy 101. There are plenty of good restaurants and grocery stores there, as well as bars, breweries, etc. It is a nice, small town. There is also the Exeter Inn, which is a nicer, small hotel. I think Jeff Gonzales of Trident Concepts stays there when he offers courses at Sig. Gerry Tetreau, who is running a course and competition at Sig this weekend, stays in Lee, NH at a B&B. So, there are plenty of options around.
For lunch, there are many quick-serve and fast food restaurants in Epping, where Sig is located. I usually bring my lunch and eat at the range so I have more time to do other things like load mags or take a NASA nap. Sig used to have an agreement with a local sandwich shop where you could order lunch and it would be delivered. I know that shop closed, but I don't know if Sig has other agreements like that.
If you have your own rifle, bring it, so long as it is up to the task. If you are flying and don't want to deal with bringing a rifle, then use Sig's. They have many to choose from and most of them are top of the line. They won't hand you and off-the-shelf hunting rifle. I think they require that you use/buy their ammo for their rifles.
Bring appropriate clothing for the weather. The rifle range is uncovered and you'll be laying in the dirt/sand/gravel/grass to shoot. If you get lucky, they will let you shoot on the 1,000 yard range, which is fun. Wind won't be much of an issue because the range is surrounded by tall trees.
Double check that your rifle and scope is set-up correctly. Make sure your scope is level, all the nuts, bolts, etc are torqued down and you have a solid zero. You instructor should go over your rifle with you, just to be sure, but if you show up to class ready to rock, then everything happens smoother and quicker.
You do get a discount at the pro shop for being a Sig student, but you might be able to find a better deal online. Shop smart.
If you have time, definitly go check out Kittery Trading Post. They have a huge selection of new and used guns, ammo, and accessories. Their prices tend to run a bit high, but it is fun to go look. If you want more tourist info, just ask.
